Jann, Ben; Verardi, Vincenzo; Vermandele, Catherine (2021). ROBMV: Stata module for robust multivariate estimation of location and covariance. [Software & Other Digital Items]
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Archive (version 1.0.4, 11jan2021)
robmv.zip - Published Version Available under License BORIS Standard License. Download (38kB) |
Official URL: https://ideas.repec.org/c/boc/bocode/s458895.html
robmv provides a number of robust multivariate estimators of location and covariance. Supported are the Huber-type M estimator, the S estimator, the MM estimatior, the Minimum Volume Ellipsoid (MVE) estimator, the Minimum Covariance Determinant (MCD) estimator, and the Stahel-Donoho estimator.
Item Type: |
Software & Other Digital Items |
|---|---|
Division/Institute: |
03 Faculty of Business, Economics and Social Sciences > Social Sciences > Institute of Sociology |
UniBE Contributor: |
Jann, Ben |
Subjects: |
300 Social sciences, sociology & anthropology |
Publisher: |
Boston College Department of Economics |
Language: |
English |
Submitter: |
Ben Jann |
Date Deposited: |
12 Feb 2021 15:54 |
Last Modified: |
05 Dec 2022 15:45 |
Related URLs: |
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Additional Information: |
Statistical Software Components S458895 |
BORIS DOI: |
10.48350/151220 |
URI: |
https://boris.unibe.ch/id/eprint/151220 |
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